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V-Lab

S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, May 7th, 2026

1 Day

1.99%

decreased by 22.15%

1 Week

3.40%

decreased by 20.74%

1 Month

8.27%

decreased by 15.87%

Analysis last updated: Wednesday, May 6, 2026 at 11:04 PM UTC

Date Range:

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graph of S&P GSCI Industrial Metals Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time